A note on birth–death processes with catastrophes

A Di Crescenzo, V Giorno, AG Nobile… - Statistics & probability …, 2008 - Elsevier
… In the sequel, we shall recall certain useful results, such as the relations among transition
probabilities in the presence and in the absence of catastrophes. More specifically, in
Section 2 we shall introduce a birthdeath process with catastrophes { N ( t ) ; t ≥ 0 } with
state space S = { 0 , 1 , 2 , … } , and shall outline various functional relations that allow us to
describe N ( t ) in terms of the birthdeath process { N ̂ ( t ) ; t ≥ 0 } defined on the same
state-space S and characterized by the same birth and death rates as N ( t ) , but for which …
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